Description: Robust regression is a regression analysis technique designed to overcome some limitations of traditional parametric and non-parametric methods. Unlike classical linear regression, which can be very sensitive to outliers and violations of assumptions such as homoscedasticity and normality of errors, robust regression seeks to provide more reliable estimates in the presence of contaminated data or non-ideal distributions. This technique employs statistical methods that minimize the impact of extreme values, allowing the model to fit more effectively to the majority of the data. Among its main features are the ability to handle data with heteroscedasticity and the flexibility to adapt to different forms of error distribution. Robust regression is particularly relevant in contexts where data may be noisy or where outliers are expected, making it a valuable tool in statistical analysis and machine learning. Its implementation has become more accessible due to integration into various programming libraries and frameworks, facilitating its use in machine learning projects with large volumes of data.
